As of: 19-May-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,064 1.30000 1.50500 1.40000 1.46763 47,064 47,064 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 0 0.00000 0.00000 0.00000 0.00000 0 0 less than 1 month (not incl. of O/N,T/N,call)1/ 47,064 0.00000 0.00000 0.00000 0.00000 47,064 47,064 1 month 2/ 3,650 1.49000 1.50000 1.49500 1.49315 20,800 33,980 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 4,000 3,210 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 7,000 4,550 6 month 5/ 890 1.58000 1.59500 1.59000 1.58787 8,730 1,240 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 2,450 0 12 month 7/ 0 0.00000 0.00000 0.00000 0.00000 0 0 Total Term Transactions 0 0.00000 0.00000 0.00000 0.00000 0 0 Grand Total 4,540 0.00000 0.00000 0.00000 0.00000 42,980 42,980 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand